Robustness aspects of the generalized normal distribution

نویسنده

  • Rosa Capobianco
چکیده

The aim of the paper is to study the robustness features of the generalized normal distribution. To this end the properties of maximum likelihood estimators of the location and scale parameters are investigated and compared with those of the Huber proposal II estimator and with those of the estimators of the Student t distribution.

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تاریخ انتشار 2000